AIL Backtesting Suite
Final Value
$28,303,220.31
Total Return
2730.32%
Annualized Return
43.94%
Max Drawdown
52.18%
Sharpe Ratio
1.32
Sortino Ratio
1.85
Calmar Ratio
0.84
Volatility
31.24%
Average Daily Return
0.164%
Best Day
17.10%
Worst Day
-15.34%
Win Rate
55.15%
Recovery Time
153 trading days / 223 calendar days
| Ticker | Weight | Total Return | Annualized Return | Volatility | Sharpe | Sortino | Avg Daily Return | Contribution |
|---|---|---|---|---|---|---|---|---|
| NVDA | 11.11% | 22879.45% | 80.83% | 48.89% | 1.46 | 2.18 | 0.282% | 2542.16% |
| TXRH | 11.11% | 468.19% | 20.84% | 35.87% | 0.71 | 0.95 | 0.101% | 52.02% |
| NSA | 11.11% | 379.60% | 18.63% | 30.10% | 0.72 | 0.95 | 0.086% | 42.18% |
| MCD | 11.11% | 229.09% | 13.86% | 20.54% | 0.73 | 0.96 | 0.060% | 25.45% |
| A | 11.11% | 227.03% | 13.78% | 26.82% | 0.62 | 0.83 | 0.066% | 25.23% |
| QLYS | 11.11% | 172.24% | 11.53% | 41.27% | 0.48 | 0.57 | 0.078% | 19.14% |
| OGS | 11.11% | 95.70% | 7.59% | 26.51% | 0.41 | 0.51 | 0.043% | 10.63% |
| NKE | 11.11% | 66.77% | 5.73% | 30.15% | 0.34 | 0.45 | 0.040% | 7.42% |
| MBUU | 11.11% | 54.84% | 4.88% | 45.20% | 0.33 | 0.46 | 0.060% | 6.09% |
| Ticker | Weight | Total Return | Annualized Return | Volatility | Sharpe | Sortino | Avg Daily Return | Contribution |
|---|---|---|---|---|---|---|---|---|
| MBUU | 11.11% | 54.84% | 4.88% | 45.20% | 0.33 | 0.46 | 0.060% | 6.09% |
| NKE | 11.11% | 66.77% | 5.73% | 30.15% | 0.34 | 0.45 | 0.040% | 7.42% |
| OGS | 11.11% | 95.70% | 7.59% | 26.51% | 0.41 | 0.51 | 0.043% | 10.63% |
| QLYS | 11.11% | 172.24% | 11.53% | 41.27% | 0.48 | 0.57 | 0.078% | 19.14% |
| A | 11.11% | 227.03% | 13.78% | 26.82% | 0.62 | 0.83 | 0.066% | 25.23% |
| MCD | 11.11% | 229.09% | 13.86% | 20.54% | 0.73 | 0.96 | 0.060% | 25.45% |
| NSA | 11.11% | 379.60% | 18.63% | 30.10% | 0.72 | 0.95 | 0.086% | 42.18% |
| TXRH | 11.11% | 468.19% | 20.84% | 35.87% | 0.71 | 0.95 | 0.101% | 52.02% |
| NVDA | 11.11% | 22879.45% | 80.83% | 48.89% | 1.46 | 2.18 | 0.282% | 2542.16% |